High-frequency jump analysis of the bitcoin market
Year of publication: |
2020
|
---|---|
Authors: | Scaillet, Olivier ; Treccani, Adrien ; Trevisan, Christopher |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 18.2020, 2, p. 209-232
|
Subject: | Bitcoin | high-frequency data | jumps | liquidity | Volatilität | Volatility | Elektronisches Geld | Electronic money | Ankündigungseffekt | Announcement effect | Virtuelle Währung | Virtual currency |
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